def __init__()

in isoexp/mab/contextual_mab_algs.py [0:0]

• 16 lines of code
• 4 McCabe index (conditional complexity)

    def __init__(self, number_arms, dimension, epsilon=0.1, decrease_epsilon=False):

        self.decrease_epsilon = decrease_epsilon
        self.epsilon = epsilon
        self.K = number_arms
        self.dimension = dimension
        self.rewards = []
        self.draws = []

        self.number_pulls = np.ones((self.K,))  # number of observations of each arm
        self.sum_rewards = np.zeros((self.K,))  # sum of rewards for each arm

        self.thetas = np.zeros((self.K, self.dimension))
        self.As = [np.identity(self.dimension) for _ in range(number_arms)]
        self.rewards_matrix = np.zeros((self.K, self.dimension))
        self.nb_iter=0
        self.inv_design_matrices = np.zeros((self.K, dimension, dimension))
        for arm in range(self.K):
            self.inv_design_matrices[arm] = np.eye(dimension, dimension)